Thursday, October 30, 2008

Matlab Array tricks

I would like to say that paying attention on arrays of matlab when programming will
reward much! In regular massive vector calculation, it even can beat C++/C program if the latter is not strongly optimized.

Sunday, October 26, 2008

Robust Linear Regression

1. Classical Pincinple Component Regression
First Peform PCA analysis on the x-variables. Then
try to load first k princinple component of the system.

2. Robust Pincinple Component Regression
Classical Pincinple Component Regressionv+ Robust Covariance
Estimation+ Projection Pursuit

See the underlying link for further suggestion and matlab code